Modelling term-structure dynamics for risk management
Subtitle: a practitioner's perspective
By: by David Jamieson Bolder.
Contributors: Bank of Canada.
Series: Bank of Canada working paper -- 2006-48; Working paper (Bank of Canada) -- 2006-48.
Publisher: Bank of Canada
Published: 2006
Place of publication: Ottawa
Language: eng
Number of pages: 81
Subjects: Interest rates -- Econometric models.; Zero coupon securities.
Notes: Distributed by the Government of Canada Depository Services Program.

Includes bibliographical references.

Includes abstract in French.